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Related papers: Model selection for identifying power-law scaling

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Intermittent transitions, associated with critical dynamics and characterized by power-law distributions, are commonly observed during sleep. These critical behaviors are evident at the microscopic level through neuronal avalanches and at…

Physics and Society · Physics 2025-03-28 Xiyun Zhang , Bojun Wang , Hongjie Bi

Power-law noises abound in nature and have been observed extensively in both time series and spatially varying environmental parameters. Although, recent years have seen the extension of traditional stochastic partial differential equations…

Computation · Statistics 2014-10-20 Hans-Werner van Wyk , Max Gunzburger , John Burkardt , Miroslav Stoyanov

We examine the performance of six estimators of the power-law cross-correlations -- the detrended cross-correlation analysis, the detrending moving-average cross-correlation analysis, the height cross-correlation analysis, the averaged…

Statistical Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

Recurrence networks are a novel tool of nonlinear time series analysis allowing the characterisation of higher-order geometric properties of complex dynamical systems based on recurrences in phase space, which are a fundamental concept in…

Chaotic Dynamics · Physics 2016-04-07 Y. Zou , J. Heitzig , R. V. Donner , J. F. Donges , J. D. Farmer , R. Meucci , S. Euzzor , N. Marwan , J. Kurths

Correlation analysis is convenient and frequently used tool for investigation of time series from complex systems. Recently new methods such as the multifractal detrended fluctuation analysis (MFDFA) and the wavelet transform modulus…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Nikolay K. Vitanov , kenschi Sakai , Elka D. Yankulova

Using numerical simulations and scaling theory we study the dynamics of the world-wide Web from the growth rules recently proposed in Ref. [1] with appropriate parameters. We demonstrate that the emergence of power-law behavior of the out-…

Statistical Mechanics · Physics 2009-11-07 Bosiljka Tadic

In this article we investigate the energy spectrum statistics of fractals at the quantum level. We show that the energy-level distribution of a fractal follows a power-law behaviour, if its energy spectrum is a limit set of piece-wise…

Disordered Systems and Neural Networks · Physics 2019-02-06 Askar A. Iliasov , Mikhail I. Katsnelson , Shengjun Yuan

The growth of ballistic aggregates on deterministic fractal substrates is studied by means of numerical simulations. First, we attempt the description of the evolving interface of the aggregates by applying the well-established…

Statistical Mechanics · Physics 2009-11-13 Claudio M. Horowitz , Federico Roma , Ezequiel V. Albano

Power-law scaling in coarse-grained data suggests critical dynamics, but the true source of this scaling often remains unclear. Here, we analyze neural activity recorded during spatial navigation, reproducing power-law scaling under a…

Neurons and Cognition · Quantitative Biology 2025-08-01 John J. Briguglio , Jaesung Lee , Albert K. Lee , Vincent Hakim , Sandro Romani

Recently a number of empirical "universal" scaling law papers have been published, most notably by OpenAI. `Scaling laws' refers to power-law decreases of training or test error w.r.t. more data, larger neural networks, and/or more compute.…

Machine Learning · Computer Science 2021-02-15 Marcus Hutter

Power law or generalized polynomial regressions with unknown real-valued exponents and coefficients, and weakly dependent errors, are considered for observations over time, space or space--time. Consistency and asymptotic normality of…

Statistics Theory · Mathematics 2012-05-14 Peter M. Robinson

We investigate the clinical and prognostic significance of fractal dimension and detrended fluctuation analysis by comparing the group of patients with stable angina pectoris without previous myocardial infarction with the group of…

Medical Physics · Physics 2007-05-23 G. Krstacic , M. Martinis , E. Vargovic , A. Knezevic , A. Krstacic

We propose a novel multivariate signal denoising method that performs long-range correlation analysis of multiple modes in input data by considering inherent inter-channel dependencies of the data. That is achieved through a novel and…

Signal Processing · Electrical Eng. & Systems 2023-05-04 Khuram Naveed , Sidra Mukhtar , Naveed ur Rehman

Intermittency analysis of factorial moments is a promising method used for the detection of power-law scaling in high-energy collision data. In particular, it has been employed in the search of fluctuations characteristic of the critical…

Data Analysis, Statistics and Probability · Physics 2025-07-03 Nikolaos Davis

We consider a system of $N$ neurons, each spiking randomly with rate depending on its membrane potential. When a neuron spikes, its potential is reset to $0$ and all other neurons receive an additional amount $h/N$ of potential, where $ h >…

Probability · Mathematics 2022-01-25 Eva Löcherbach

Power-law distributions are essential in computational and statistical investigations of extreme events and complex systems. The usual technique to generate power-law distributed data is to first infer the scale exponent $\alpha$ using the…

Adaptation and Self-Organizing Systems · Physics 2022-06-15 Jack Murdoch Moore , Gang Yan , Eduardo G. Altmann

A recently proposed unified scaling law for interoccurrence times of earthquakes [P. Bak et al., Phys. Rev. Lett. {\bf 88}, 178501 (2002)] is analyzed, both theoretically and with data from Southern California. We decompose the…

Condensed Matter · Physics 2009-11-10 Alvaro Corral

We introduce cluster dynamical models of conflicts in which only the largest cluster can be involved in an action. This mimics the situations in which an attack is planned by a central body, and the largest attack force is used. We study…

Physics and Society · Physics 2010-01-19 Bosiljka Tadic , G. J. Rodgers

Here we propose a method, based on detrended covariance which we call detrended cross-correlation analysis (DXA), to investigate power-law cross-correlations between different simultaneously-recorded time series in the presence of…

Statistical Finance · Quantitative Finance 2009-11-13 Boris Podobnik , H. Eugene Stanley

We present and analyze stochastic nonlinear differential equations generating signals with the power-law distributions of the signal intensity, 1/f^b noise, power-law autocorrelations and second order structural (height-height correlation)…

Adaptation and Self-Organizing Systems · Physics 2010-03-08 B. Kaulakys , M. Alaburda